Non-spherical errors, namely heteroscedasticity, serial correlation and crosssectional correlation are commonly present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has been demonstrated to produce considerable efficiency gains in these settings. However, it suffers from underestimation of coefficient standard errors, oftentime...

BACKGROUND Large differences exist in size at birth and in rates of impaired fetal growth worldwide. The relative effects of nutrition, disease, the environment, and genetics on these differences are often debated. In clinical practice, various references are often used to assess fetal growth and newborn size across populations and ethnic origins, whereas international standards for assessing g...

Consider a regression model with infinitely many parameters and time series errors. We are interested in choosing weights for averaging across generalized least squares (GLS) estimators obtained from a set of approximating models. However, GLS estimators, depending on the unknown inverse covariance matrix of the errors, are usually infeasible. We therefore construct feasible generalized least s...

Notice that this is a much simpler function (e.g., no logs), and it is clear that the discrepancy between the obtained covariance matrix and the covariance matrix implied by the model (S-Σ) is minimized after weighting it by W. Although any W can be chosen for the weight matrix, most commonly, the inverse of the covariance matrix, S, is used in SEM packages. FGLS is asymptotically equivalent to...

Impaired fetal growth and preterm birth are the leading causes of neonatal and infant mortality worldwide and there is a growing scientific literature suggesting that environmental exposures during pregnancy may play a causal role in these outcomes. Our purpose was to assess the environmental exposure of the Fetal Growth Longitudinal Study (FGLS) participants in the multinational INTERGROWTH-21...

We investigate estimation and inference in difference in difference econometric models used in the analysis of treatment effects. When the innovations in such models display serial correlation, commonly used ordinary least squares (OLS) procedures are inefficient and may lead to tests with incorrect size. Implementation of feasible generalized least squares (FGLS) procedures is often hindered b...

The African site in the INTERGROWTH-21(st) Project was Parklands, a wealthy suburb of Nairobi, Kenya, with a largely middle-to-high socio-economic status population. There are three hospitals with obstetric units in Parklands, with approximately 4300 births per year. The Newborn Cross-Sectional Study (NCSS) sample was drawn from all three hospitals, covering 100% of births in this target popula...

The objective of this research is to analyze regional economic difference and explore the influencing factors, which would eventually provide an effective foundation to narrow the regional economic differences. In this paper, a new regional economic difference model is established considering the interactions between the spatial weight and human capital and foreign direct investment (FDI). With...